One solution: A way to get a custom mouse cursor is to make an actor that follows the mouse. Just make your actor the "Hand". You can then swap animations based on what the cursor is near (hand vs pointer vs etc.) You'll want to use the 'hide mouse cursor' block to hide the default cursor.

Probably not the ideal solution since it'll be a bit of work to set up, and you won't get the official system cursor this way. On the other "hand", you'll be able to do customizations you couldn't otherwise.